CCASX vs. PSKIX

Last updated Aug 4, 2026

CCASX (Conestoga Small Cap) and PSKIX (PIMCO StocksPLUS International Fund (Unhedged)) are both mutual funds - CCASX is a Small Cap Growth Equities fund managed by Conestoga Capital Advisors, while PSKIX is a Foreign Large Cap Equities fund managed by PIMCO. Over the past 10 years, CCASX returned 8.88%/yr vs 8.94%/yr for PSKIX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. CCASX charges 1.10%/yr vs 0.65%/yr for PSKIX.

Performance

CCASX vs. PSKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conestoga Small Cap (CCASX) and PIMCO StocksPLUS International Fund (Unhedged) (PSKIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCASX achieves a 3.13% return, which is significantly lower than PSKIX's 10.57% return. Both investments have delivered pretty close results over the past 10 years, with CCASX having a 8.88% annualized return and PSKIX not far ahead at 8.94%.

CCASX

• 1D: 0.70%
• 1M: -4.12%
• 6M: 0.58%
• YTD: 3.13%
• 1Y: 1.40%
• 3Y*: 0.70%
• 5Y*: -1.52%
• 10Y*: 8.88%
• ALL TIME*: 9.42%

PSKIX

• 1D: 0.34%
• 1M: 0.48%
• 6M: 5.68%
• YTD: 10.57%
• 1Y: 23.67%
• 3Y*: 14.90%
• 5Y*: 7.24%
• 10Y*: 8.94%
• ALL TIME*: 6.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCASX Conestoga Small Cap	$0.00	$0.00	$0.00
PSKIX PIMCO StocksPLUS International Fund (Unhedged)	$0.00	$0.00	$0.00

CCASX vs. PSKIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCASX Conestoga Small Cap	3.13%	-11.00%	8.74%	22.13%	-28.32%	16.02%	30.34%	25.18%	0.60%	28.42%
PSKIX PIMCO StocksPLUS International Fund (Unhedged)	10.57%	29.49%	2.59%	17.88%	-18.66%	11.14%	8.77%	23.23%	-14.91%	27.10%

Correlation

The correlation between CCASX and PSKIX is 0.43, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.43
Correlation (3Y) Balances recent behavior with more history.	0.37
Correlation (5Y) Shows whether the relationship held over a longer period.	0.39
Correlation (10Y) Provides a long-term view across more market conditions.	0.38
Correlation (All Time) Calculated using the full available price history since Dec 1, 2006	0.54

The correlation between CCASX and PSKIX shifts across timeframes, from 0.37 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CCASX vs. PSKIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCASX

CCASX Risk / Return Rank: 4
CCASX Sharpe Ratio Rank: 4
CCASX Sortino Ratio Rank: 5
CCASX Omega Ratio Rank: 5
CCASX Calmar Ratio Rank: 4
CCASX Martin Ratio Rank: 4

PSKIX

PSKIX Risk / Return Rank: 55
PSKIX Sharpe Ratio Rank: 61
PSKIX Sortino Ratio Rank: 65
PSKIX Omega Ratio Rank: 61
PSKIX Calmar Ratio Rank: 47
PSKIX Martin Ratio Rank: 42

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCASX vs. PSKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and PIMCO StocksPLUS International Fund (Unhedged) (PSKIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CCASX	PSKIX	Difference
Sharpe ratio: Return per unit of total volatility	0.03	1.59	-1.56
Sortino ratio: Return per unit of downside risk	0.18	2.37	-2.19
Omega ratio: Gain probability vs. loss probability	1.02	1.29	-0.27
Calmar ratio: Return relative to maximum drawdown	0.04	1.95	-1.91
Martin ratio: Return relative to average drawdown	0.09	6.48	-6.39

CCASX vs. PSKIX - Sharpe Ratio Comparison

The current CCASX Sharpe Ratio is 0.03, which is lower than the PSKIX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CCASX and PSKIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCASX vs. PSKIX - Drawdown Comparison

The maximum CCASX drawdown since its inception was -48.00%, smaller than the maximum PSKIX drawdown of -64.91%. Use the drawdown chart below to compare losses from any high point for CCASX and PSKIX.

Drawdown Indicators

	CCASX	PSKIX	Difference
Max Drawdown Largest peak-to-trough decline	-48.00%	-64.91%	+16.91%
Max Drawdown (1Y) Largest decline over 1 year	-14.51%	-12.24%	-2.27%
Max Drawdown (3Y) Largest decline over 3 years	-27.74%	-16.98%	-10.76%
Max Drawdown (5Y) Largest decline over 5 years	-38.14%	-33.21%	-4.93%
Max Drawdown (10Y) Largest decline over 10 years	-38.14%	-38.59%	+0.45%
Current Drawdown Current decline from peak	-17.17%	-0.14%	-17.03%
Average Drawdown Average peak-to-trough decline	-9.24%	-10.80%	+1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	3.67%	+2.00%

Volatility

CCASX vs. PSKIX - Volatility Comparison

Conestoga Small Cap (CCASX) has a higher volatility of 4.90% compared to PIMCO StocksPLUS International Fund (Unhedged) (PSKIX) at 4.21%. This indicates that CCASX's price experiences larger fluctuations and is considered to be riskier than PSKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCASX	PSKIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	4.21%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	13.93%	13.00%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	19.13%	15.09%	+4.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.89%	16.00%	+5.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.51%	15.49%	+6.02%

CCASX vs. PSKIX - Expense Ratio Comparison

CCASX has a 1.10% expense ratio, which is higher than PSKIX's 0.65% expense ratio.

Dividends

CCASX vs. PSKIX - Dividend Comparison

CCASX's dividend yield for the trailing twelve months is around 5.41%, more than PSKIX's 3.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCASX Conestoga Small Cap	5.41%	5.58%	0.00%	0.86%	4.12%	5.27%	0.00%	2.14%	1.46%	5.63%	1.18%	1.88%
PSKIX PIMCO StocksPLUS International Fund (Unhedged)	3.50%	1.57%	6.23%	1.53%	43.17%	32.03%	0.58%	1.77%	17.85%	5.71%	0.00%	6.99%

Frequently Asked Questions

Can I hold both CCASX and PSKIX in my portfolio?

CCASX and PSKIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCASX or PSKIX?

CCASX has higher volatility (4.90%) compared to PSKIX (4.21%). In terms of maximum drawdown, CCASX dropped -48.00% vs PSKIX's -64.91%.

Which has better risk-adjusted returns?

PSKIX currently has the higher Sharpe Ratio (1.59 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.